I am seeking a Lead Counterparty risk Senior Business Analyst Front Office to join the counterparty risk program at my IB client which aims to produce bank-wide aggregated risk on demand, to enable better capital allocation and more effective trading decision-making

As the Counterparty risk Senior Business Analyst, your projects will cover

Responsible for Expected Positive Exposure (EPE) Model,

Credit Valuation Adjustment (CVA)

Translating risk and modelling requirements into functional specifications towards implementing solutions by working with the technical team.

Collecting and understanding functional requirements of the EPE, CVA and PFE Risk model used across the bank, from front office to back-office, to calculate the Basle III Credit Valuation Adjustments, Regulatory capital, Limits monitoring and risk

Shortlisting is over the weekend so please do send a CV through to be considered